DeriveDeribit
Trade on DeriveHYPE options expiring 19SEP26, 2 days out, with the forward at $79.79. Open interest is $38K in calls and $2K in puts, put/call 0.04, and max pain is $79. At-the-money implied volatility is 72.8%. Where a strike is listed on both venues the cheaper ask and richer bid are visible side by side; the arb scanner flags any gap that exceeds fees. Strikes shown are within 60% of the forward. All HYPE expiries.
| Strike | Call bid / ask | Put bid / ask | OI c / p |
|---|---|---|---|
| 65 | – | – | 0 / 0 |
| 68 | – | – | 0 / 0 |
| 70 | – | – | 0 / 0 |
| 71 | – | – | 0 / 0 |
| 72 | – | $0.03 / $0.11 | 0 / 0 |
| 72.5 | $7.03 / $7.61 | – | 0 / 0 |
| 73 | – | $0.06 / $0.14 | 0 / 0 |
| 74 | – | $0.12 / $0.19 | 0 / 0 |
| 75 | $4.59 / $5.31 | $0.19 / $0.28 | 0 / 0 |
| 76 | $3.70 / $4.44 | $0.31 / $0.40 | 0 / 0 |
| 77 | $2.88 / $3.63 | $0.49 / $0.59 | 0 / 0 |
| 77.5 | $2.52 / $3.24 | $0.35 / $0.92 | 0 / 0 |
| 78 | $2.47 / $2.84 | $0.74 / $0.85 | 0 / 10 |
| 79 | $1.99 / $2.12 | $1.17 / $1.22 | 0 / 10 |
| 80 | $1.47 / $1.61 | $1.71 / $1.72 | 0 / 0 |
| 81 | $1.07 / $1.21 | $2.18 / $2.33 | 0 / 0 |
| 82 | $0.78 / $0.90 | $2.82 / $3.24 | 0 / 0 |
| 82.5 | $0.36 / $0.93 | $3.05 / $3.77 | 0 / 0 |
| 83 | $0.56 / $0.68 | – | 0 / 0 |
| 84 | $0.40 / $0.51 | – | 0 / 0 |
| 85 | $0.28 / $0.39 | $5.18 / $5.92 | 480 / 0 |
| 86 | $0.20 / $0.30 | – | 0 / 0 |
| 87 | $0.14 / $0.22 | – | 0 / 0 |
| 87.5 | – | $7.56 / $8.19 | 0 / 0 |
| 88 | $0.10 / $0.17 | – | 0 / 0 |
| 89 | $0.06 / $0.15 | – | 0 / 0 |
| 90 | $0.04 / $0.12 | $10.04 / $10.59 | 0 / 0 |
| 92 | – | – | 0 / 0 |
| 94 | – | – | 0 / 0 |
| 95 | – | – | 0 / 0 |